| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES TR | 4,600,000 | 547,998,000 | 13.08% | Call | |
| 2 | SPDR GOLD TR | 2,960,000 | 324,446,000 | 7.75% | Call | |
| 3 | MICROSOFT CORP | 4,722,400 | 293,450,000 | 7.01% | Call | |
| 4 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 3,000,000 | 259,650,000 | 6.20% | Put | |
| 5 | WELLS FARGO & CO NEW | 4,300,000 | 236,973,000 | 5.66% | Call | |
| 6 | QUALCOMM INC | 3,625,500 | 236,383,000 | 5.64% | Call | |
| 7 | ALLERGAN PLC | 1,100,000 | 231,011,000 | 5.52% | Call | |
| 8 | PFIZER INC | 7,015,000 | 227,847,000 | 5.44% | Call | |
| 9 | SELECT SECTOR SPDR TR | 9,500,000 | 220,875,000 | 5.27% | Put | |
| 10 | ISHARES TR | 2,200,000 | 169,268,000 | 4.04% | Put | |
| 11 | SPDR SER TR | 5,000,000 | 152,050,000 | 3.63% | Put | |
| 12 | CBS Corp. Class A | 2,341,800 | 151,786,000 | 3.62% | ||
| 13 | SELECT SECTOR SPDR TR | 2,000,000 | 103,420,000 | 2.47% | Put | |
| 14 | AETNA INC NEW | 820,000 | 101,689,000 | 2.43% | Call | |
| 15 | VERISIGN | 1,200,000 | 91,284,000 | 2.18% | ||
| 16 | SELECT SECTOR SPDR TR | 1,800,000 | 89,460,000 | 2.14% | Put | |
| 17 | AMERICAN EXPRESS CO | 1,135,000 | 84,080,000 | 2.01% | Call | |
| 18 | VERISIGN | 1,000,000 | 76,070,000 | 1.82% | Put | |
| 19 | CHARTER COMM | 250,000 | 65,084,000 | 1.55% | Call | |
| 20 | MADISON SQUARE GARDEN CO NEW | 290,000 | 49,738,000 | 1.19% | ||
| 21 | EXXON MOBIL CORP | 500,000 | 45,130,000 | 1.08% | Put | |
| 22 | INGEVITY CORP COM | 815,000 | 44,711,000 | 1.07% | ||
| 23 | BAKER HUGHES INC | 600,000 | 38,982,000 | 0.93% | Put | |
| 24 | SCHLUMBERGER LTD | 450,000 | 37,778,000 | 0.90% | Put | |
| 25 | SPDR FTSE SP OILGAS EXP ETF | 900,000 | 37,278,000 | 0.89% | Put | |
| 26 | BAKER HUGHES INC | 500,000 | 32,485,000 | 0.78% | ||
| 27 | INTERVAL LEISURE | 1,592,400 | 28,934,000 | 0.69% | ||
| 28 | SKYWORKS SOLUTIONS INC | 384,000 | 28,669,000 | 0.68% | Call | |
| 29 | QORVO | 440,000 | 23,202,000 | 0.55% | Call | |
| 30 | SELECT SECTOR SPDR TR | 300,000 | 22,596,000 | 0.54% | Put | |
| 31 | AMERICAN INTL GROUP INC | 950,000 | 22,287,000 | 0.53% | ||
| 32 | SYNCHRONY FINL | 567,500 | 20,583,000 | 0.49% | ||
| 33 | SYNCHRONY FINL | 567,500 | 20,583,000 | 0.49% | Put | |
| 34 | YPF SOCIEDAD ANONIMA SPON ADR CL D | 1,000,000 | 16,500,000 | 0.39% | Put | |
| 35 | YPF SOCIEDAD ANONIMA SPON ADR CL D | 1,000,000 | 16,500,000 | 0.39% | ||
| 36 | SANTANDER CONSUMER USA HDG I COM | 600,000 | 8,100,000 | 0.19% | ||
| 37 | TIMKENSTEEL CORPORATION COM | 518,500 | 8,026,000 | 0.19% | ||
| 38 | ALERE INC | 200,000 | 7,794,000 | 0.19% | ||
| 39 | TENET HEALTHCARE CORP | 400,000 | 5,936,000 | 0.14% | Call | |
| 40 | SandRidge Energy, Inc. | 104,181 | 2,453,000 | 0.06% | ||
| 41 | SANOFI CONTGNT VAL RT | 5,500,000 | 2,090,000 | 0.05% | ||
| 42 | FORWARD PHARMA A/S | 128,300 | 1,925,000 | 0.05% | ||
| 43 | CITIGROUP INC | 9,000,000 | 1,368,000 | 0.03% | ||
| 44 | TENET HEALTHCARE CORP | 75,000 | 1,113,000 | 0.03% | ||
| 45 | CENVEO INC | 122,499 | 856,000 | 0.02% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-17-000558, filed 2017.02.13).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
